ASIANPAINT
Asian Paints Limited
Historical option data for ASIANPAINT
21 Nov 2024 04:11 PM IST
| ASIANPAINT 28NOV2024 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 1.17
Theta: -2.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 2428.15 | 44.05 | -42.95 | 18.89 | 1,924 | 208 | 453 | |||
| 20 Nov | 2483.70 | 87 | 0.00 | - | 358 | -2 | 245 | |||
| 19 Nov | 2483.70 | 87 | 0.35 | - | 358 | -2 | 245 | |||
| 18 Nov | 2483.70 | 86.65 | -7.05 | - | 278 | -32 | 250 | |||
| 14 Nov | 2483.15 | 93.7 | 6.25 | - | 402 | -12 | 280 | |||
| 13 Nov | 2470.50 | 87.45 | -5.55 | - | 1,020 | 53 | 293 | |||
| 12 Nov | 2474.85 | 93 | -56.65 | 19.90 | 651 | 130 | 235 | |||
| 11 Nov | 2543.10 | 149.65 | -610.30 | - | 536 | 105 | 105 | |||
| 8 Nov | 2769.45 | 759.95 | - | 0 | 0 | 0 | ||||
For Asian Paints Limited - strike price 2400 expiring on 28NOV2024
Delta for 2400 CE is 0.70
Historical price for 2400 CE is as follows
On 21 Nov ASIANPAINT was trading at 2428.15. The strike last trading price was 44.05, which was -42.95 lower than the previous day. The implied volatity was 18.89, the open interest changed by 208 which increased total open position to 453
On 20 Nov ASIANPAINT was trading at 2483.70. The strike last trading price was 87, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 245
On 19 Nov ASIANPAINT was trading at 2483.70. The strike last trading price was 87, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 245
On 18 Nov ASIANPAINT was trading at 2483.70. The strike last trading price was 86.65, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 250
On 14 Nov ASIANPAINT was trading at 2483.15. The strike last trading price was 93.7, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 280
On 13 Nov ASIANPAINT was trading at 2470.50. The strike last trading price was 87.45, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 293
On 12 Nov ASIANPAINT was trading at 2474.85. The strike last trading price was 93, which was -56.65 lower than the previous day. The implied volatity was 19.90, the open interest changed by 130 which increased total open position to 235
On 11 Nov ASIANPAINT was trading at 2543.10. The strike last trading price was 149.65, which was -610.30 lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 105
On 8 Nov ASIANPAINT was trading at 2769.45. The strike last trading price was 759.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ASIANPAINT 28NOV2024 2400 PE | |||||||
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Delta: -0.33
Vega: 1.22
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2428.15 | 16.6 | 8.35 | 22.35 | 5,111 | -214 | 2,203 |
| 20 Nov | 2483.70 | 8.25 | 0.00 | 24.21 | 3,399 | -258 | 2,430 |
| 19 Nov | 2483.70 | 8.25 | -2.95 | 24.21 | 3,399 | -245 | 2,430 |
| 18 Nov | 2483.70 | 11.2 | -0.35 | 25.60 | 3,089 | -376 | 2,695 |
| 14 Nov | 2483.15 | 11.55 | -3.95 | 23.14 | 2,983 | -89 | 3,070 |
| 13 Nov | 2470.50 | 15.5 | -1.35 | 23.83 | 8,593 | 52 | 3,165 |
| 12 Nov | 2474.85 | 16.85 | 5.35 | 22.92 | 11,396 | 18 | 3,126 |
| 11 Nov | 2543.10 | 11.5 | 9.15 | 28.47 | 32,469 | 2,925 | 3,086 |
| 8 Nov | 2769.45 | 2.35 | 33.58 | 273 | 170 | 170 | |
For Asian Paints Limited - strike price 2400 expiring on 28NOV2024
Delta for 2400 PE is -0.33
Historical price for 2400 PE is as follows
On 21 Nov ASIANPAINT was trading at 2428.15. The strike last trading price was 16.6, which was 8.35 higher than the previous day. The implied volatity was 22.35, the open interest changed by -214 which decreased total open position to 2203
On 20 Nov ASIANPAINT was trading at 2483.70. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 24.21, the open interest changed by -258 which decreased total open position to 2430
On 19 Nov ASIANPAINT was trading at 2483.70. The strike last trading price was 8.25, which was -2.95 lower than the previous day. The implied volatity was 24.21, the open interest changed by -245 which decreased total open position to 2430
On 18 Nov ASIANPAINT was trading at 2483.70. The strike last trading price was 11.2, which was -0.35 lower than the previous day. The implied volatity was 25.60, the open interest changed by -376 which decreased total open position to 2695
On 14 Nov ASIANPAINT was trading at 2483.15. The strike last trading price was 11.55, which was -3.95 lower than the previous day. The implied volatity was 23.14, the open interest changed by -89 which decreased total open position to 3070
On 13 Nov ASIANPAINT was trading at 2470.50. The strike last trading price was 15.5, which was -1.35 lower than the previous day. The implied volatity was 23.83, the open interest changed by 52 which increased total open position to 3165
On 12 Nov ASIANPAINT was trading at 2474.85. The strike last trading price was 16.85, which was 5.35 higher than the previous day. The implied volatity was 22.92, the open interest changed by 18 which increased total open position to 3126
On 11 Nov ASIANPAINT was trading at 2543.10. The strike last trading price was 11.5, which was 9.15 higher than the previous day. The implied volatity was 28.47, the open interest changed by 2925 which increased total open position to 3086
On 8 Nov ASIANPAINT was trading at 2769.45. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 33.58, the open interest changed by 170 which increased total open position to 170
